论文标题

通过机器学习解决混合整数编程的调查

A Survey for Solving Mixed Integer Programming via Machine Learning

论文作者

Zhang, Jiayi, Liu, Chang, Yan, Junchi, Li, Xijun, Zhen, Hui-Ling, Yuan, Mingxuan

论文摘要

本文调查了利用机器学习解决混合整数编程(MIP)问题的趋势。从理论上讲,MIP是一个NP硬性问题,并且大多数组合优化(CO)问题可以作为MIP提出。像其他CO问题一样,人为设计的MIP启发式算法依赖于良好的初始解决方案,并且花费了大量计算资源。因此,我们考虑将机器学习方法应用于求解MIP,因为ML增强方法可以根据历史数据的典型模式提供解决方案。在本文中,我们首先介绍了MIP和几种传统算法的制定和初步来解决MIP。然后,我们主张进一步促进机器学习和MIP的不同集成,并引入相关的基于学习的方法,这些方法可以分为精确的算法和启发式算法。最后,我们提出了基于学习的MIP求解器的前景,指示超出MIP之外的更多组合优化问题,以及对传统求解器和机器学习组件的相互拥抱。

This paper surveys the trend of leveraging machine learning to solve mixed integer programming (MIP) problems. Theoretically, MIP is an NP-hard problem, and most of the combinatorial optimization (CO) problems can be formulated as the MIP. Like other CO problems, the human-designed heuristic algorithms for MIP rely on good initial solutions and cost a lot of computational resources. Therefore, we consider applying machine learning methods to solve MIP, since ML-enhanced approaches can provide the solution based on the typical patterns from the historical data. In this paper, we first introduce the formulation and preliminaries of MIP and several traditional algorithms to solve MIP. Then, we advocate further promoting the different integration of machine learning and MIP and introducing related learning-based methods, which can be classified into exact algorithms and heuristic algorithms. Finally, we propose the outlook for learning-based MIP solvers, direction towards more combinatorial optimization problems beyond MIP, and also the mutual embrace of traditional solvers and machine learning components.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源